Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.711 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52253.88 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45888.93 Kr¶

PnL: ---------------------------------------> -833.67 Kr¶

DD now: ---------------------------------> -1.631 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 15:19:38.780992'

Anic Portfolio¶

Today¶

Return: -0.542 %¶

This Week¶

Return: -1.531 %¶

Total portfolio value¶

Return including deposits: 71.066 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 3.750000 4482.000000 162.000000 3.750000 4320.000000
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
BHG Group 49 4.990000 669.830000 30.830000 4.820000 638.999984
NCC B 7 2.500000 661.150000 7.150000 1.090000 653.999997
Nolato B 12 0.460000 648.600000 3.000000 0.460000 645.600000
SynAct Pharma 9 0.140000 646.200000 1.200000 0.190000 645.000003
BONESUPPORT HOLDING 10 -0.080000 1224.000000 0.000000 0.000000 1224.000000
Balco Group 39 2.020000 1873.950000 -1.050000 -0.060000 1874.999997
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
Sdiptech B 3 1.190000 819.600000 -2.400000 -0.290000 822.000000
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Biotage 4 -0.600000 600.400000 -2.600000 -0.430000 603.000000
Addtech B 3 -0.170000 696.000000 -4.000000 -0.570000 699.999999
Sampo Oyj SDB 1 1.210000 501.000000 -4.000000 -0.790000 505.000000
Addnode Group B 6 -0.560000 745.800000 -4.200000 -0.560000 750.000000
Latour B 2 -0.130000 444.800000 -4.200000 -0.940000 449.000000
SCA A 4 -1.330000 594.400000 -4.600000 -0.770000 599.000000
Eastnine 6 -1.280000 650.400000 -6.600000 -1.000000 657.000000
Investor B 3 -1.080000 648.450000 -7.050000 -1.080000 655.500000
Embracer Group B 26 0.380000 652.600000 -9.400000 -1.420000 661.999988
Humana 40 0.000000 661.600000 -12.400000 -1.840000 674.000000
Indutrade 5 -0.420000 1307.500000 -12.500000 -0.950000 1320.000000
Fortnox 10 -0.640000 650.800000 -17.200000 -2.570000 668.000000
Lime Technologies 2 3.490000 564.000000 -29.000000 -4.890000 593.000000
Vitrolife 3 -0.920000 647.400000 -29.600000 -4.370000 677.000001
Volati 5 -0.190000 539.000000 -35.000000 -6.100000 574.000000
Xvivo Perfusion 3 -2.000000 807.000000 -38.000000 -4.500000 845.000001
Lundin Gold 7 -1.190000 929.600000 -44.400000 -4.560000 973.999999
Creades A 7 -9.310000 555.450000 -55.550000 -9.090000 610.999998
Ambea 68 -1.030000 2475.200000 -61.800000 -2.440000 2537.000032
Investor A 16 -1.190000 3462.400000 -82.600000 -2.330000 3545.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 -0.050000 3812.000000 -104.000000 -2.660000 3916.000000
Gaming Innovation Group 161 -2.330000 4041.100000 -146.900000 -3.510000 4187.999942
Bactiguard Holding B 37 -10.930000 2682.500000 -277.500000 -9.380000 2960.000000
TOTAL 45888.930000 -833.670000 -1.63115% 46722.599938

Updated:¶

'2023-06-09 15:19:55.667710'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶